https://www.diva-portal.org/smash/get/diva2:1152759/FULLTEXT01.pdf

Thanks Dr. Chuck A Arize . I went through the article but couldn't find the STATA codes I was searching for.

Thanks once again.

Its in MATLAB although

You may need to email the authors of this article for the Stata codes since they claim to have used Stata 13 for the analysis Article Threshold effects of inflation on growth in the ASEAN-5 coun...

Fredrick Onyango Odhiambo Thanks, Fredrick. I have mailed them long back but they haven't replied.

Yes, there are Stata codes for Panel Smooth Transition Regression (PSTR) Model. You can find the code for PSTR in the following research paper by González, A., Teräsvirta, T., & Dijk, D. v. (2005). Panel Smooth Transition Regression Models.

@Dr.Arize. Thanks for sharing the paper. But, I couldn't find any codes on it. Thanks

I think there are no codes for Stata. Although some people claim there are. I know you can do it in Matlab, though. Also, you can use R.